Contents
- Modelling of risk factors
- Setting up a multistage stochastic program
- Model output and performance analysis
- Full program code for all described steps in open-source statistical programming language R
Target Groups
- Researchers and students in the field of bank (risk) management, statistics and business informatics
- Practitioners in bank management, bank risk management, and bank regulation
The Author
Jeffry Straßer MA obtained his master¿s degree at the University of Applied Sciences bfi Vienna in the programme "Quantitative Asset and Risk Management".
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